Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95191.5811 | 52572.2091 | 42619.372 | 127917.6049 | 75688.384 | 52229.2208 |
Total P&L (%) | 95.1916 | 52.5722 | 42.6194 | 127.9176 | 75.6884 | 52.2292 |
Avg Daily Profit (%) | 0.3655 | 0.2019 | 0.1637 | 0.3168 | 0.2166 | 0.1615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28090 | -18409 | -17277 | -51164 | -22214 | -37780 |
Profit Factor | 1.5387 | 1.6157 | 1.4667 | 1.4993 | 1.6449 | 1.3763 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 70.625 | 71.25 | 70 | 70.625 | 71.25 | 70 |
Ratio Avg Win / Avg Loss | 0.64 | 0.6519 | 0.6286 | 0.6236 | 0.6637 | 0.5898 |
Largest Winning Trade | 10506 | 10506 | 8076 | 16761 | 16761 | 15794 |
Largest Losing Trade | -15403 | -15403 | -13258 | -35585 | -17785 | -35585 |
Avg Bars in Trades | 154 | 151 | 157 | 154 | 151 | 157 |
Avg Bars in Winners | 107 | 108 | 105 | 107 | 108 | 105 |
Avg Bars in Losers | 268 | 256 | 280 | 268 | 256 | 280 |
Bars Traded | 24722 | 12090 | 12632 | 24722 | 12090 | 12632 |
Profit Streak | 0 | 0 | 3.5409 | 0 | 0 | 3.5409 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397015 | -11065 | -13869 | 373375 | -9720 | -13636 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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